The highlight of this release is statistics related, namely, factor variables.
The new postestimation command margins is also a highlight of this release. margins estimates margins and marginal effects. Included are estimated marginal means, least-squares means, average and conditional marginal and partial effects, average and conditional adjusted predictions, predictive margins, and more.
margins replaces old commands mfx and adjust. mfx and adjust are no longer documented but continue to work under version control.
New command mi performs multiple imputation.
New command misstable makes tables that help you understand the pattern of missing values in your data.
New command gmm implements generalized method of moments estimators. gmm allows linear and nonlinear models; allows one-step, two-step, and iterative estimators; works with cross-sectional, time-series, and panel data; and allows panel-style instruments.
anova and manova now use Stata's new factor-variable syntax, which means new estimation and postestimation features and a few changes to what you type.
Old anova and manova syntaxes continue to work under version control.
In other estimation commands, covariates are assumed to be continuous unless i. is specified in front of variable names. In anova and manova, covariates are assumed to be factors unless c. is specified.
To form an interaction, you now use varname#varname rather than varname*varname. A * now means variable-name expansion. A | continues to be used to indicate nesting.
varname1##varname2 can now be specified to indicate full factorial layout, i.e, varname1 varname2varname1#varname2. You can use varname1##varname2##varname3 to form 3-way factorial layouts, and so on.
No longer allowed are negative and noninteger levels for categorical variables. Options category(), class(), and continuous() are no longer allowed; instead, factor-variable notation i. and c. are used where there might be ambiguity.
Reporting option regress is no longer allowed. To redisplay results, use the regress command after anova, or the mvreg command after manova.
Option detail is no longer allowed nor necessary. Output produced by anova and manova is self explanatory, and you can use regress or mvreg if you want factor-level information.
Option noanova is no longer allowed. To suppress output, type quietly in front of the command just as you would with any other estimation command.
New option dropemptycells makes anova and manova more space efficient by dropping from e(b) and e(V) any interactions for which there are no observations. The disadvantage is that new postestimation command margins then cannot identify nonestimability and issue the appropriate warnings.
The following postestimation commands now work after anova just as they do after regress: dfbeta, estat imtest, estat szroeter, estat vif, hausman, lrtest, margins, predictnl, nlcom, suest, testnl, and testparm. Full estat hettest syntax is now allowed, too.
The following postestimation commands now work after manova just as they do after mvreg: margins, nlcom, predictnl, and testnl.
Existing command test used after anova now allows all the syntaxes allowed after regress while continuing to allow the special syntaxes for anova.
Existing command test used after manova now allows all the syntaxes allowed after mvreg while continuing to allow the special syntaxes for manova.
Concerning the bootstrap and jackknife prefix commands:
They may now be used with anova and manova.
bootstrap’s new option jackknifeopts() allows options to be passed to jackknife for computing acceleration values for BCa confidence intervals.
bootstrap no longer overwrites the macro e(version), which the command being prefixed saved.
Concerning fractional polynomial regression:
Existing commands fracpoly and mfp have a new syntax. They are now prefix commands, so you type fracpoly, ...:estimation_command and mfp, ...:estimation_command. Old syntax continues to be understood.
Option adjust() used by fracpoly, mfp, and fracgen is renamed center(). The old option continues to be understood.
fracpoly now works with intreg.
mfp now works with intreg and mprobit.
Concerning the existing estimates command:
estimates save has new option append, which allows results to be appended to an existing file.
estimates use and estimates describe using have new option number(#), which specifies the results to be used or described.
estimates table now supports factor variables and time-series–operated variables and so supports the new options vsquish, noomitted, baselevels, allbaselevels, and noemptycells.
Concerning existing estimation command ivregress:
New postestimation command estat endogenous for use with ivregress 2sls and ivregress gmm performs tests of whether endogenous regressors can be treated as exogenous.
New option perfect for use with ivregress 2sls and ivregress gmm allows perfect instruments; it skips checking whether endogenous regressors are collinear with excluded instruments.
Concerning regress:
Existing postestimation command dfbeta now names the variables it creates differently. Variables are now named _dfbeta_# rather than DFname. The old naming convention is restored under version control.
New option notable suppresses display of the coefficient table.
Constraints are now allowed by existing estimation commands blogit, bprobit, logistic, logit, ologit, oprobit, and probit. New option collinear specifies not to omit collinear variables from the model.
New option nocnsreport for use on estimation commands suppresses display of constraints.
Existing command pcorr can now calculate semipartial correlation coefficients.
Existing command pwcorr has new option listwise to omit observations in which any of the variables contain missing and thus mimic correlate’s treatment of missing values, while maintaining access to all of pwcorr’s other features.
Existing estimation command glm now allows option ml in family(nbinomial ml) to allow estimation via maximum likelihood.
Existing estimation commands asmprobit and asroprobit have several new features:
New option factor(#) specifies that a factor covariance structure with dimension # be used.
New option favor(speed|space) allows you to set the speed/memory tradeoff. favor(speed) is the default.
New option nopivot specifies that interval pivoting not be used in integration. By default, the programs pivot the wider of the integration intervals into the interior of the multivariate integration. Although this improves the accuracy of the quadrature estimate, discontinuities may result in the computation of numerical second-order derivatives.
New postestimation command estat facweights specifies that the covariance factor weights be displayed in matrix form.
Existing postestimation command estat correlation now uses a default output format of %9.4f instead of the previous %6.3f.
Existing quality-control commands cchart, pchart, rchart, xchart, and shewhart have a new option, nograph, that suppresses the display of the graph. These commands also now return in r() the relevant values displayed in the charts. In addition, rchart has new option generate() that saves the variables plotted in the chart.
predict used after ologit and oprobit now defaults to predicting the probability of observing the first outcome. Previously, the outcome() option was required.
Existing estimation command reg3 now reports large-sample statistics by default when constraints are specified, regardless of the estimator used.
Several estimation commands now accept existing convergence-criterion options nrtolerance(#) and nonrtolerance. Commands include blogit, cnreg, dprobit, factor, logit, mlogit, ologit, oprobit, probit, rologit, stcox, and tobit. The default is nrtolerance(1e-5).
Existing estimation commands exlogistic and expoisson allow option memory() to be more than 512 MB.
Existing command ssc, which obtains user-written software from the Statistical Software Components archive, has new syntax ssc hot to list the most-downloaded submissions.